+348.0%
VT vs LNG
+5,872.6%
-5,524.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.5% |
| 7D | -4.2% | -12.3% | +8.2% | -2.6% |
| 30D | -5.8% | +1.6% | -7.4% | -6.1% |
| 3M | -5.2% | +10.0% | -15.2% | -6.6% |
| 6M | +0.1% | +4.2% | -4.1% | -0.9% |
| YTD | +8.2% | +44.8% | -36.6% | +2.3% |
| 1Y | +10.1% | +37.3% | -27.2% | +4.8% |
| 3Y | +69.7% | +65.8% | +3.8% | +56.5% |
| 5Y | +53.4% | +171.7% | -118.3% | +31.2% |
| 10Y | +219.2% | +697.6% | -478.4% | +133.9% |
| All | +348.0% | +5,872.6% | -5,524.6% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling